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      name:  <unnamed>
       log:  /Users/jesse/Dropbox/Ohio-HallResearch/Code/replication/table3.log
  log type:  text
 opened on:  11 Jun 2020, 09:05:29

. 
. use "$path/foreclosures_analysis.dta", clear

. 
. bootstrap _b, rep(1e3) seed(94305) cluster(fips) force: reghdfe pres_vs foreclosure_rate foreclosure_inc [aw=pop_y], a(fips sy) cluster(fips)
(running reghdfe on estimation sample)

Bootstrap replications (1000)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 
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HDFE Linear regression                          Number of obs     =      9,369
Absorbing 2 HDFE groups                         Replications      =      1,000
                                                Wald chi2(2)      =      15.01
                                                Prob > chi2       =     0.0005
                                                R-squared         =     0.9754
                                                Adj R-squared     =     0.9645
                                                Root MSE          =     2.9508

                                    (Replications based on 2,671 clusters in fips)
----------------------------------------------------------------------------------
                 |   Observed   Bootstrap                         Normal-based
         pres_vs |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-----------------+----------------------------------------------------------------
foreclosure_rate |  -.5064165   .1328363    -3.81   0.000    -.7667709   -.2460622
 foreclosure_inc |   .1084817   .0701614     1.55   0.122    -.0290321    .2459955
----------------------------------------------------------------------------------

Absorbed degrees of freedom:
-------------------------------------------------------------------+
     Absorbed FE |  Num. Coefs.  =   Categories  -   Redundant     | 
-----------------+-------------------------------------------------|
            fips |            0            2671           2671 *   | 
              sy |          195             196              1     | 
-------------------------------------------------------------------+
* = fixed effect nested within cluster; treated as redundant for DoF computation

. local b1 = _b[foreclosure_rate]

. local se1 = _se[foreclosure_rate]

. local bint1 = _b[foreclosure_inc]

. local seint1 = _se[foreclosure_inc]

. local n1 = e(N)

. local nclust1 = e(N_clust)

. 
. bootstrap _b, rep(1e3) seed(94305) cluster(fips) force: reghdfe pres_vs foreclosure_rate foreclosure_inc [aw=pop_y], a(fips popyear) cluster(fips)
(running reghdfe on estimation sample)

Bootstrap replications (1000)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 
..................................................    50
..................................................   100
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..................................................   850
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..................................................   950
..................................................  1000

HDFE Linear regression                          Number of obs     =      9,373
Absorbing 2 HDFE groups                         Replications      =      1,000
                                                Wald chi2(2)      =      13.43
                                                Prob > chi2       =     0.0012
                                                R-squared         =     0.9728
                                                Adj R-squared     =     0.9617
                                                Root MSE          =     3.0850

                                    (Replications based on 2,672 clusters in fips)
----------------------------------------------------------------------------------
                 |   Observed   Bootstrap                         Normal-based
         pres_vs |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-----------------+----------------------------------------------------------------
foreclosure_rate |  -.1871511    .090625    -2.07   0.039    -.3647729   -.0095293
 foreclosure_inc |  -.1118692   .0643981    -1.74   0.082    -.2380872    .0143487
----------------------------------------------------------------------------------

Absorbed degrees of freedom:
-------------------------------------------------------------------+
     Absorbed FE |  Num. Coefs.  =   Categories  -   Redundant     | 
-----------------+-------------------------------------------------|
            fips |            0            2672           2672 *   | 
         popyear |           39              40              1     | 
-------------------------------------------------------------------+
* = fixed effect nested within cluster; treated as redundant for DoF computation

. local b2 = _b[foreclosure_rate]

. local se2 = _se[foreclosure_rate]

. local bint2 = _b[foreclosure_inc]

. local seint2 = _se[foreclosure_inc]

. local n2 = e(N)

. local nclust2 = e(N_clust)

. 
. bootstrap _b, rep(1e3) seed(94305) cluster(fips) force: reghdfe pres_vs foreclosure_rate foreclosure_inc [aw=pop_y], a(i.fips##c.year sy) cluster(fips)
(running reghdfe on estimation sample)

Bootstrap replications (1000)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 
..................................................    50
..................................................   100
..................................................   150
..................................................   200
..................................................   250
..................................................   300
..................................................   350
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..................................................   550
..................................................   600
..................................................   650
..................................................   700
..................................................   750
..................................................   800
..................................................   850
..................................................   900
..................................................   950
..................................................  1000

HDFE Linear regression                          Number of obs     =      9,369
Absorbing 2 HDFE groups                         Replications      =      1,000
                                                Wald chi2(2)      =       1.04
                                                Prob > chi2       =     0.5942
                                                R-squared         =     0.9943
                                                Adj R-squared     =     0.9861
                                                Root MSE          =     1.8505

                                    (Replications based on 2,671 clusters in fips)
----------------------------------------------------------------------------------
                 |   Observed   Bootstrap                         Normal-based
         pres_vs |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-----------------+----------------------------------------------------------------
foreclosure_rate |   .0921267   .0935277     0.99   0.325    -.0911843    .2754377
 foreclosure_inc |  -.0167896   .0491786    -0.34   0.733    -.1131778    .0795986
----------------------------------------------------------------------------------

Absorbed degrees of freedom:
-------------------------------------------------------------------+
     Absorbed FE |  Num. Coefs.  =   Categories  -   Redundant     | 
-----------------+-------------------------------------------------|
            fips |            0            2671           2671 *   | 
     fips#c.year |         2671            2671              0 ?   | 
              sy |          195             196              1     | 
-------------------------------------------------------------------+
? = number of redundant parameters may be higher
* = fixed effect nested within cluster; treated as redundant for DoF computation

. local b3 = _b[foreclosure_rate]

. local se3 = _se[foreclosure_rate]

. local bint3 = _b[foreclosure_inc]

. local seint3 = _se[foreclosure_inc]

. local n3 = e(N)

. local nclust3 = e(N_clust)

. 
. bootstrap _b, rep(1e3) seed(94305) cluster(fips) force: reghdfe pres_vs foreclosure_rate foreclosure_inc [aw=pop_y], a(i.fips##c.year popyear) cluster(fips)
(running reghdfe on estimation sample)

Bootstrap replications (1000)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 
..................................................    50
..................................................   100
..................................................   150
..................................................   200
..................................................   250
..................................................   300
..................................................   350
..................................................   400
..................................................   450
..................................................   500
..................................................   550
..................................................   600
..................................................   650
..................................................   700
..................................................   750
..................................................   800
..................................................   850
..................................................   900
..................................................   950
..................................................  1000

HDFE Linear regression                          Number of obs     =      9,373
Absorbing 2 HDFE groups                         Replications      =      1,000
                                                Wald chi2(2)      =       5.28
                                                Prob > chi2       =     0.0713
                                                R-squared         =     0.9906
                                                Adj R-squared     =     0.9779
                                                Root MSE          =     2.3461

                                    (Replications based on 2,672 clusters in fips)
----------------------------------------------------------------------------------
                 |   Observed   Bootstrap                         Normal-based
         pres_vs |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-----------------+----------------------------------------------------------------
foreclosure_rate |   .0067933   .0796143     0.09   0.932    -.1492479    .1628345
 foreclosure_inc |  -.0986107   .0487082    -2.02   0.043    -.1940771   -.0031443
----------------------------------------------------------------------------------

Absorbed degrees of freedom:
-------------------------------------------------------------------+
     Absorbed FE |  Num. Coefs.  =   Categories  -   Redundant     | 
-----------------+-------------------------------------------------|
            fips |            0            2672           2672 *   | 
     fips#c.year |         2672            2672              0 ?   | 
         popyear |           39              40              1     | 
-------------------------------------------------------------------+
? = number of redundant parameters may be higher
* = fixed effect nested within cluster; treated as redundant for DoF computation

. local b4 = _b[foreclosure_rate]

. local se4 = _se[foreclosure_rate]

. local bint4 = _b[foreclosure_inc]

. local seint4 = _se[foreclosure_inc]

. local n4 = e(N)

. local nclust4 = e(N_clust)

. 
. log close
      name:  <unnamed>
       log:  /Users/jesse/Dropbox/Ohio-HallResearch/Code/replication/table3.log
  log type:  text
 closed on:  11 Jun 2020, 09:24:35
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